DABUR
Dabur India Ltd
Historical option data for DABUR
20 Dec 2024 04:12 PM IST
| DABUR 26DEC2024 545 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.04
Theta: -0.13
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 502.55 | 0.25 | -0.15 | 34.18 | 161 | 31 | 734 | |||
| 19 Dec | 503.95 | 0.4 | -0.15 | 31.35 | 91 | 19 | 701 | |||
| 18 Dec | 505.40 | 0.55 | -0.10 | 30.57 | 137 | -8 | 682 | |||
| 17 Dec | 505.40 | 0.65 | -0.15 | 29.65 | 330 | 63 | 690 | |||
| 16 Dec | 509.95 | 0.8 | -0.20 | 26.54 | 409 | -36 | 631 | |||
| 13 Dec | 512.80 | 1 | 0.05 | 23.48 | 285 | 14 | 669 | |||
| 12 Dec | 506.65 | 0.95 | -0.25 | 25.44 | 142 | 0 | 655 | |||
| 11 Dec | 508.35 | 1.2 | -0.10 | 24.61 | 431 | 162 | 653 | |||
| 10 Dec | 506.95 | 1.3 | -0.50 | 25.25 | 325 | 141 | 490 | |||
| 9 Dec | 506.85 | 1.8 | -1.35 | 26.75 | 692 | 46 | 351 | |||
| 6 Dec | 523.80 | 3.15 | 0.30 | 19.57 | 182 | 10 | 305 | |||
| 5 Dec | 523.15 | 2.85 | -0.30 | 17.35 | 312 | 2 | 296 | |||
| 4 Dec | 522.80 | 3.15 | -0.60 | 19.02 | 335 | -9 | 298 | |||
| 3 Dec | 522.55 | 3.75 | -0.15 | 19.59 | 345 | 37 | 308 | |||
| 2 Dec | 523.90 | 3.9 | -0.80 | 18.79 | 329 | 39 | 272 | |||
| 29 Nov | 527.15 | 4.7 | -0.75 | 17.86 | 330 | 52 | 238 | |||
|
|
||||||||||
| 28 Nov | 526.00 | 5.45 | -0.85 | 19.46 | 193 | 20 | 186 | |||
| 27 Nov | 527.50 | 6.3 | -17.10 | 19.76 | 215 | 166 | 166 | |||
| 26 Nov | 525.35 | 23.4 | 0.00 | 3.10 | 0 | 0 | 0 | |||
| 25 Nov | 521.50 | 23.4 | 0.00 | 3.72 | 0 | 0 | 0 | |||
| 22 Nov | 513.00 | 23.4 | 0.00 | 4.95 | 0 | 0 | 0 | |||
| 21 Nov | 505.75 | 23.4 | 0.00 | 6.01 | 0 | 0 | 0 | |||
| 20 Nov | 508.20 | 23.4 | 0.00 | 5.76 | 0 | 0 | 0 | |||
| 19 Nov | 508.20 | 23.4 | 0.00 | 5.76 | 0 | 0 | 0 | |||
| 18 Nov | 508.50 | 23.4 | 0.00 | 5.28 | 0 | 0 | 0 | |||
| 14 Nov | 508.10 | 23.4 | 0.00 | 5.15 | 0 | 0 | 0 | |||
| 13 Nov | 510.85 | 23.4 | 0.00 | 4.53 | 0 | 0 | 0 | |||
| 12 Nov | 510.50 | 23.4 | 0.00 | 4.58 | 0 | 0 | 0 | |||
| 11 Nov | 522.75 | 23.4 | 0.00 | 2.58 | 0 | 0 | 0 | |||
| 8 Nov | 531.50 | 23.4 | 0.00 | 1.10 | 0 | 0 | 0 | |||
| 7 Nov | 534.50 | 23.4 | 0.53 | 0 | 0 | 0 | ||||
For Dabur India Ltd - strike price 545 expiring on 26DEC2024
Delta for 545 CE is 0.03
Historical price for 545 CE is as follows
On 20 Dec DABUR was trading at 502.55. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 34.18, the open interest changed by 31 which increased total open position to 734
On 19 Dec DABUR was trading at 503.95. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 31.35, the open interest changed by 19 which increased total open position to 701
On 18 Dec DABUR was trading at 505.40. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 30.57, the open interest changed by -8 which decreased total open position to 682
On 17 Dec DABUR was trading at 505.40. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 29.65, the open interest changed by 63 which increased total open position to 690
On 16 Dec DABUR was trading at 509.95. The strike last trading price was 0.8, which was -0.20 lower than the previous day. The implied volatity was 26.54, the open interest changed by -36 which decreased total open position to 631
On 13 Dec DABUR was trading at 512.80. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 23.48, the open interest changed by 14 which increased total open position to 669
On 12 Dec DABUR was trading at 506.65. The strike last trading price was 0.95, which was -0.25 lower than the previous day. The implied volatity was 25.44, the open interest changed by 0 which decreased total open position to 655
On 11 Dec DABUR was trading at 508.35. The strike last trading price was 1.2, which was -0.10 lower than the previous day. The implied volatity was 24.61, the open interest changed by 162 which increased total open position to 653
On 10 Dec DABUR was trading at 506.95. The strike last trading price was 1.3, which was -0.50 lower than the previous day. The implied volatity was 25.25, the open interest changed by 141 which increased total open position to 490
On 9 Dec DABUR was trading at 506.85. The strike last trading price was 1.8, which was -1.35 lower than the previous day. The implied volatity was 26.75, the open interest changed by 46 which increased total open position to 351
On 6 Dec DABUR was trading at 523.80. The strike last trading price was 3.15, which was 0.30 higher than the previous day. The implied volatity was 19.57, the open interest changed by 10 which increased total open position to 305
On 5 Dec DABUR was trading at 523.15. The strike last trading price was 2.85, which was -0.30 lower than the previous day. The implied volatity was 17.35, the open interest changed by 2 which increased total open position to 296
On 4 Dec DABUR was trading at 522.80. The strike last trading price was 3.15, which was -0.60 lower than the previous day. The implied volatity was 19.02, the open interest changed by -9 which decreased total open position to 298
On 3 Dec DABUR was trading at 522.55. The strike last trading price was 3.75, which was -0.15 lower than the previous day. The implied volatity was 19.59, the open interest changed by 37 which increased total open position to 308
On 2 Dec DABUR was trading at 523.90. The strike last trading price was 3.9, which was -0.80 lower than the previous day. The implied volatity was 18.79, the open interest changed by 39 which increased total open position to 272
On 29 Nov DABUR was trading at 527.15. The strike last trading price was 4.7, which was -0.75 lower than the previous day. The implied volatity was 17.86, the open interest changed by 52 which increased total open position to 238
On 28 Nov DABUR was trading at 526.00. The strike last trading price was 5.45, which was -0.85 lower than the previous day. The implied volatity was 19.46, the open interest changed by 20 which increased total open position to 186
On 27 Nov DABUR was trading at 527.50. The strike last trading price was 6.3, which was -17.10 lower than the previous day. The implied volatity was 19.76, the open interest changed by 166 which increased total open position to 166
On 26 Nov DABUR was trading at 525.35. The strike last trading price was 23.4, which was 0.00 lower than the previous day. The implied volatity was 3.10, the open interest changed by 0 which decreased total open position to 0
On 25 Nov DABUR was trading at 521.50. The strike last trading price was 23.4, which was 0.00 lower than the previous day. The implied volatity was 3.72, the open interest changed by 0 which decreased total open position to 0
On 22 Nov DABUR was trading at 513.00. The strike last trading price was 23.4, which was 0.00 lower than the previous day. The implied volatity was 4.95, the open interest changed by 0 which decreased total open position to 0
On 21 Nov DABUR was trading at 505.75. The strike last trading price was 23.4, which was 0.00 lower than the previous day. The implied volatity was 6.01, the open interest changed by 0 which decreased total open position to 0
On 20 Nov DABUR was trading at 508.20. The strike last trading price was 23.4, which was 0.00 lower than the previous day. The implied volatity was 5.76, the open interest changed by 0 which decreased total open position to 0
On 19 Nov DABUR was trading at 508.20. The strike last trading price was 23.4, which was 0.00 lower than the previous day. The implied volatity was 5.76, the open interest changed by 0 which decreased total open position to 0
On 18 Nov DABUR was trading at 508.50. The strike last trading price was 23.4, which was 0.00 lower than the previous day. The implied volatity was 5.28, the open interest changed by 0 which decreased total open position to 0
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 23.4, which was 0.00 lower than the previous day. The implied volatity was 5.15, the open interest changed by 0 which decreased total open position to 0
On 13 Nov DABUR was trading at 510.85. The strike last trading price was 23.4, which was 0.00 lower than the previous day. The implied volatity was 4.53, the open interest changed by 0 which decreased total open position to 0
On 12 Nov DABUR was trading at 510.50. The strike last trading price was 23.4, which was 0.00 lower than the previous day. The implied volatity was 4.58, the open interest changed by 0 which decreased total open position to 0
On 11 Nov DABUR was trading at 522.75. The strike last trading price was 23.4, which was 0.00 lower than the previous day. The implied volatity was 2.58, the open interest changed by 0 which decreased total open position to 0
On 8 Nov DABUR was trading at 531.50. The strike last trading price was 23.4, which was 0.00 lower than the previous day. The implied volatity was 1.10, the open interest changed by 0 which decreased total open position to 0
On 7 Nov DABUR was trading at 534.50. The strike last trading price was 23.4, which was lower than the previous day. The implied volatity was 0.53, the open interest changed by 0 which decreased total open position to 0
| DABUR 26DEC2024 545 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 502.55 | 37.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 503.95 | 37.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 505.40 | 37.2 | 0.00 | 0.00 | 0 | -1 | 0 |
| 17 Dec | 505.40 | 37.2 | 1.30 | - | 1 | 0 | 38 |
| 16 Dec | 509.95 | 35.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 512.80 | 35.9 | 1.55 | 39.61 | 2 | 0 | 38 |
| 12 Dec | 506.65 | 34.35 | 0.00 | 0.00 | 0 | -2 | 0 |
| 11 Dec | 508.35 | 34.35 | -0.30 | 18.47 | 2 | -1 | 39 |
| 10 Dec | 506.95 | 34.65 | -3.65 | - | 1 | 0 | 41 |
| 9 Dec | 506.85 | 38.3 | 16.00 | 30.89 | 2 | -1 | 42 |
| 6 Dec | 523.80 | 22.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 523.15 | 22.3 | -1.35 | 23.49 | 2 | 0 | 43 |
| 4 Dec | 522.80 | 23.65 | 0.20 | 22.42 | 4 | 3 | 42 |
| 3 Dec | 522.55 | 23.45 | 2.45 | 22.88 | 39 | 26 | 39 |
| 2 Dec | 523.90 | 21 | 0.00 | 0.00 | 0 | 3 | 0 |
| 29 Nov | 527.15 | 21 | 0.95 | 21.61 | 4 | 2 | 12 |
| 28 Nov | 526.00 | 20.05 | -2.30 | 18.41 | 15 | 10 | 10 |
| 27 Nov | 527.50 | 22.35 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 525.35 | 22.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 521.50 | 22.35 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 513.00 | 22.35 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 505.75 | 22.35 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 508.20 | 22.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 508.20 | 22.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 508.50 | 22.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 508.10 | 22.35 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 510.85 | 22.35 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 510.50 | 22.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 522.75 | 22.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 531.50 | 22.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 534.50 | 22.35 | - | 0 | 0 | 0 | |
For Dabur India Ltd - strike price 545 expiring on 26DEC2024
Delta for 545 PE is 0.00
Historical price for 545 PE is as follows
On 20 Dec DABUR was trading at 502.55. The strike last trading price was 37.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Dec DABUR was trading at 503.95. The strike last trading price was 37.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Dec DABUR was trading at 505.40. The strike last trading price was 37.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 17 Dec DABUR was trading at 505.40. The strike last trading price was 37.2, which was 1.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 16 Dec DABUR was trading at 509.95. The strike last trading price was 35.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Dec DABUR was trading at 512.80. The strike last trading price was 35.9, which was 1.55 higher than the previous day. The implied volatity was 39.61, the open interest changed by 0 which decreased total open position to 38
On 12 Dec DABUR was trading at 506.65. The strike last trading price was 34.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 11 Dec DABUR was trading at 508.35. The strike last trading price was 34.35, which was -0.30 lower than the previous day. The implied volatity was 18.47, the open interest changed by -1 which decreased total open position to 39
On 10 Dec DABUR was trading at 506.95. The strike last trading price was 34.65, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 9 Dec DABUR was trading at 506.85. The strike last trading price was 38.3, which was 16.00 higher than the previous day. The implied volatity was 30.89, the open interest changed by -1 which decreased total open position to 42
On 6 Dec DABUR was trading at 523.80. The strike last trading price was 22.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Dec DABUR was trading at 523.15. The strike last trading price was 22.3, which was -1.35 lower than the previous day. The implied volatity was 23.49, the open interest changed by 0 which decreased total open position to 43
On 4 Dec DABUR was trading at 522.80. The strike last trading price was 23.65, which was 0.20 higher than the previous day. The implied volatity was 22.42, the open interest changed by 3 which increased total open position to 42
On 3 Dec DABUR was trading at 522.55. The strike last trading price was 23.45, which was 2.45 higher than the previous day. The implied volatity was 22.88, the open interest changed by 26 which increased total open position to 39
On 2 Dec DABUR was trading at 523.90. The strike last trading price was 21, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 29 Nov DABUR was trading at 527.15. The strike last trading price was 21, which was 0.95 higher than the previous day. The implied volatity was 21.61, the open interest changed by 2 which increased total open position to 12
On 28 Nov DABUR was trading at 526.00. The strike last trading price was 20.05, which was -2.30 lower than the previous day. The implied volatity was 18.41, the open interest changed by 10 which increased total open position to 10
On 27 Nov DABUR was trading at 527.50. The strike last trading price was 22.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov DABUR was trading at 525.35. The strike last trading price was 22.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov DABUR was trading at 521.50. The strike last trading price was 22.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov DABUR was trading at 513.00. The strike last trading price was 22.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov DABUR was trading at 505.75. The strike last trading price was 22.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov DABUR was trading at 508.20. The strike last trading price was 22.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov DABUR was trading at 508.20. The strike last trading price was 22.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov DABUR was trading at 508.50. The strike last trading price was 22.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 22.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov DABUR was trading at 510.85. The strike last trading price was 22.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov DABUR was trading at 510.50. The strike last trading price was 22.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov DABUR was trading at 522.75. The strike last trading price was 22.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov DABUR was trading at 531.50. The strike last trading price was 22.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov DABUR was trading at 534.50. The strike last trading price was 22.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
